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JP Morgan Call 70 AAP 17.01.2025/  DE000JL4W3G3  /

EUWAX
2024-09-20  10:05:36 AM Chg.-0.004 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.032EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 70.00 - 2025-01-17 Call
 

Master data

WKN: JL4W3G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-06-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.40
Parity: -3.33
Time value: 0.07
Break-even: 70.65
Moneyness: 0.52
Premium: 0.92
Premium p.a.: 6.57
Spread abs.: 0.04
Spread %: 160.00%
Delta: 0.10
Theta: -0.01
Omega: 5.80
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -93.60%
3 Months
  -95.90%
YTD
  -97.17%
1 Year
  -97.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.030
1M High / 1M Low: 0.560 0.023
6M High / 6M Low: 2.350 0.023
High (YTD): 2024-03-22 2.350
Low (YTD): 2024-09-11 0.023
52W High: 2024-03-22 2.350
52W Low: 2024-09-11 0.023
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   0.000
Avg. price 1Y:   0.962
Avg. volume 1Y:   0.000
Volatility 1M:   314.35%
Volatility 6M:   199.05%
Volatility 1Y:   169.67%
Volatility 3Y:   -